Rates

Janus Velocity LIBOR 1Y Index

Overview

The Janus Velocity LIBOR 1Y Index reflects a weighted average of the first eight1 quarterly reference Eurodollar Futures implied yields, where each implied yield is tied to the London Interbank Offered Rate (LIBOR). The Index is not replicable.

1The first quarterly contract rolls off two days prior to expiry, so for a brief period of time the ninth listed quarterly contract is included.

Performance

Performance (As of 12/10/2018) Level Returns
1 Day MTD YTD Since Inception
(09/30/2016)
Janus Velocity LIBOR 1Y Index
(LBRID)
281.17 -0.78% -5.05% 33.68% 58.37%
Past performance is no guarantee of future results.
Returns greater than one year are annualized.
Index performance does not reflect the expenses of managing a portfolio as an index is unmanaged and not available for direct investment.